Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1578927.9392 | 1455112.623 | 123815.3162 | 129159114.9579 | 83115984.2253 | 46043130.7326 |
Total P&L (%) | 1578.9279 | 1455.1126 | 123.8153 | 129159.115 | 83115.9842 | 46043.1307 |
Avg Daily Profit (%) | 0.7582 | 0.6987 | 0.0595 | 0.3446 | 0.3234 | 0.295 |
Buy And Hold Return (%) | 11144.5441 | 11144.5441 | 11144.5441 | 11144.5441 | 11144.5441 | 11144.5441 |
Max Trade Drawdown | -157718 | -108180 | -210318 | -56730860 | -54342575 | -31803134 |
Profit Factor | 2.1267 | 3.1302 | 1.1724 | 1.5103 | 1.5466 | 1.4556 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 205 | 97 | 108 | 205 | 97 | 108 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 44.7598 | 42.3581 | 47.1616 | 44.7598 | 42.3581 | 47.1616 |
Ratio Avg Win / Avg Loss | 2.6246 | 4.2596 | 1.3135 | 1.8639 | 2.1047 | 1.6308 |
Largest Winning Trade | 502241 | 502241 | 36543 | 43211641 | 43211641 | 15286504 |
Largest Losing Trade | -56851 | -20917 | -56851 | -19520802 | -19520802 | -10823610 |
Avg Bars in Trades | 54 | 56 | 51 | 54 | 56 | 51 |
Avg Bars in Winners | 72 | 77 | 67 | 72 | 77 | 67 |
Avg Bars in Losers | 39 | 41 | 37 | 39 | 41 | 37 |
Bars Traded | 24777 | 12970 | 11807 | 24777 | 12970 | 11807 |
Profit Streak | 15.0662 | 16.3996 | 0 | 15.0662 | 16.3996 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147983 | -149250 | -310691 | 457030 | 361451 | 303453 |
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1578182400000, "first_datapoint_time": 1579356000000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758188121254, "expiration_time": 1764660067200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 76, "offset": 0 } } }
{ "columns": [ "SB", "SL", "SS", "CB", "CL", "CS" ], "index": [ "Total P&L", "Total P&L (%)", "Avg Daily Profit (%)", "Buy And Hold Return (%)", "Max Trade Drawdown", "Profit Factor", "Total Trades", "Winning Trades", "Losing Trades", "Profitability (%)", "Ratio Avg Win / Avg Loss", "Largest Winning Trade", "Largest Losing Trade", "Avg Bars in Trades", "Avg Bars in Winners", "Avg Bars in Losers", "Bars Traded", "Profit Streak", "Trades During Streak", "Trades Multiplier", "score" ], "data": [ [ 1578927.9391845933, 1455112.6229644297, 123815.3162201654, 129159114.95788723, 83115984.22528642, 46043130.73260075 ], [ 1578.927939, 1455.112623, 123.815316, 129159.114958, 83115.984225, 46043.130733 ], [ 0.75816, 0.698707, 0.059453, 0.344608, 0.323392, 0.294989 ], [ 11144.544108, 11144.544108, 11144.544108, 11144.544108, 11144.544108, 11144.544108 ], [ -157718, -108180, -210318, -56730860, -54342575, -31803134 ], [ 2.126688, 3.130191, 1.172373, 1.51028, 1.546605, 1.455621 ], [ 458, 229, 229, 458, 229, 229 ], [ 205, 97, 108, 205, 97, 108 ], [ 253, 132, 121, 253, 132, 121 ], [ 44.759825, 42.358079, 47.161572, 44.759825, 42.358079, 47.161572 ], [ 2.624645, 4.259641, 1.313492, 1.863906, 2.104659, 1.630834 ], [ 502241, 502241, 36543, 43211641, 43211641, 15286504 ], [ -56851, -20917, -56851, -19520802, -19520802, -10823610 ], [ 54, 56, 51, 54, 56, 51 ], [ 72, 77, 67, 72, 77, 67 ], [ 39, 41, 37, 39, 41, 37 ], [ 24777, 12970, 11807, 24777, 12970, 11807 ], [ 15.066218, 16.399551, 0, 15.066218, 16.399552, 0 ], [ 1, 1, 0, 1, 1, 0 ], [ 0.8, 1.45, 1.45, 0.8, 1.45, 1.45 ], [ -147983, -149250, -310691, 457030, 361451, 303453 ] ] }
{ "trading_pair": "DOGE_USDT", "interval": "2h", "packets": 25000, "actual_packets": 24991, "evaluation_days": 2082.58, "actual_first_datapoint_time": 1578182400000, "first_datapoint_time": 1579356000000, "last_datapoint_time": 1758182400000, "evaluation_time": 1758188121254, "expiration_time": 1764660067200, "calculated_commission": 0.001, "initial_balance": 100000 }
{ "first_band": { "type": "hma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 76, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
---|